Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.74% | 100.25 % | 101.00 % | 149,000 | 148,000 | 149,000 | 148,000 | 149,490 CHF | 149,597 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 100.28 % | 101.03 % | 149,000 | 148,000 | 149,000 | 148,000 | 149,415 CHF | 149,522 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 100.12 % | 100.87 % | 149,000 | 148,000 | 149,002 | 148,000 | 149,143 CHF | 149,250 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 100.01 % | 100.76 % | 149,000 | 148,000 | 149,999 | 148,634 | 149,878 CHF | 149,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.72 % | 100.47 % | 150,000 | 149,000 | 150,000 | 148,975 | 149,736 CHF | 149,830 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.71 % | 100.46 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,561 CHF | 149,682 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.65 % | 100.40 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,594 CHF | 149,714 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 99.64 % | 100.39 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,400 CHF | 149,521 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.53 % | 100.28 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,295 CHF | 149,417 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 99.54 % | 100.29 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,260 CHF | 149,382 CHF | 100.00% | 100.00% |